Skewed Jensen—Fisher Divergence and Its Bounds
Keyword(s):
A non-uniform (skewed) mixture of probability density functions occurs in various disciplines. One needs a measure of similarity to the respective constituents and its bounds. We introduce a skewed Jensen–Fisher divergence based on relative Fisher information, and provide some bounds in terms of the skewed Jensen–Shannon divergence and of the variational distance. The defined measure coincides with the definition from the skewed Jensen–Shannon divergence via the de Bruijn identity. Our results follow from applying the logarithmic Sobolev inequality and Poincaré inequality.
2021 ◽
Vol 502
(2)
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pp. 1768-1784
2015 ◽
Vol 34
(6)
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pp. 1-13
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2020 ◽
Vol 90
(14)
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pp. 2537-2551
1994 ◽
Vol 05
(02)
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pp. 313-315
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